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Personal profile


  • Environmental finance
  • Sustainable finance
  • Asset pricing
  • Asset allocation
  • Market microstructure

Fingerprint Dive into the research topics where Olivier David Zerbib is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Asset Allocation Mathematics
Benchmark Mathematics
Asset Management Mathematics
Premium Business & Economics
Optimal Allocation Mathematics
Investors Business & Economics
Strategy Mathematics
Bond prices Business & Economics

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Research Output 2016 2019

  • 3 Article
  • 1 Discussion paper

A Sustainable Capital Asset Pricing Model (S-CAPM): Evidence from Green Investing and Sin Stock Exclusion

Zerbib, O. D., 20 Sep 2019, SSRN, 130 p.

Research output: Working paperDiscussion paperOther research output

Open Access
Capital asset pricing model

The effect of pro-environmental preferences on bond prices: Evidence from green bonds

Zerbib, O. D., Jan 2019, In : Journal of Banking and Finance. 98, p. 39-60

Research output: Contribution to journalArticleScientificpeer-review

Environmental preferences
Bond prices
Bond market

Le cancer du rein sporadique du sujet jeune : étude des particularités cliniques et anatomopathologiques d’une cohorte bicentrique

Translated title of the contribution: Sporadic kidney cancer of young subjects: Study of the clinical and pathological features of a bicentric cohortCohen, J., Timsit, M-O., Zerbib, O. D., Rouprêt, M., Verkarre, V., Compérat, E. M., Méjéan, A. & Bitker, M. O., Feb 2018, In : Progrès en Urologie. 28, 2, p. 94-106

Research output: Contribution to journalArticleScientificpeer-review

Kidney Neoplasms

Asset allocation strategies in the presence of liability constraints

Cousin, A., Jiao, Y., Robert, C. Y. & Zerbib, O. D., Sep 2016, In : Insurance: Mathematics & Economics. 70, p. 327-338

Research output: Contribution to journalArticleScientificpeer-review

Asset Allocation
Asset Management
Optimal Allocation